Trading Metrics calculated at close of trading on 22-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,746.6 |
1,780.3 |
33.7 |
1.9% |
1,759.1 |
High |
1,775.6 |
1,793.6 |
18.0 |
1.0% |
1,775.6 |
Low |
1,745.5 |
1,769.0 |
23.5 |
1.3% |
1,724.6 |
Close |
1,768.6 |
1,781.7 |
13.1 |
0.7% |
1,768.6 |
Range |
30.1 |
24.6 |
-5.5 |
-18.3% |
51.0 |
ATR |
30.2 |
29.8 |
-0.4 |
-1.2% |
0.0 |
Volume |
8,356 |
5,870 |
-2,486 |
-29.8% |
25,614 |
|
Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.2 |
1,843.1 |
1,795.2 |
|
R3 |
1,830.6 |
1,818.5 |
1,788.5 |
|
R2 |
1,806.0 |
1,806.0 |
1,786.2 |
|
R1 |
1,793.9 |
1,793.9 |
1,784.0 |
1,800.0 |
PP |
1,781.4 |
1,781.4 |
1,781.4 |
1,784.5 |
S1 |
1,769.3 |
1,769.3 |
1,779.4 |
1,775.4 |
S2 |
1,756.8 |
1,756.8 |
1,777.2 |
|
S3 |
1,732.2 |
1,744.7 |
1,774.9 |
|
S4 |
1,707.6 |
1,720.1 |
1,768.2 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.3 |
1,889.9 |
1,796.7 |
|
R3 |
1,858.3 |
1,838.9 |
1,782.6 |
|
R2 |
1,807.3 |
1,807.3 |
1,778.0 |
|
R1 |
1,787.9 |
1,787.9 |
1,773.3 |
1,797.6 |
PP |
1,756.3 |
1,756.3 |
1,756.3 |
1,761.1 |
S1 |
1,736.9 |
1,736.9 |
1,763.9 |
1,746.6 |
S2 |
1,705.3 |
1,705.3 |
1,759.3 |
|
S3 |
1,654.3 |
1,685.9 |
1,754.6 |
|
S4 |
1,603.3 |
1,634.9 |
1,740.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,793.6 |
1,735.6 |
58.0 |
3.3% |
23.9 |
1.3% |
79% |
True |
False |
5,411 |
10 |
1,793.6 |
1,715.9 |
77.7 |
4.4% |
27.1 |
1.5% |
85% |
True |
False |
5,662 |
20 |
1,793.6 |
1,690.1 |
103.5 |
5.8% |
29.3 |
1.6% |
89% |
True |
False |
5,781 |
40 |
1,800.0 |
1,687.8 |
112.2 |
6.3% |
28.9 |
1.6% |
84% |
False |
False |
5,457 |
60 |
1,800.0 |
1,577.7 |
222.3 |
12.5% |
33.6 |
1.9% |
92% |
False |
False |
5,024 |
80 |
1,800.0 |
1,458.8 |
341.2 |
19.2% |
41.1 |
2.3% |
95% |
False |
False |
4,770 |
100 |
1,800.0 |
1,458.8 |
341.2 |
19.2% |
36.5 |
2.1% |
95% |
False |
False |
4,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,898.2 |
2.618 |
1,858.0 |
1.618 |
1,833.4 |
1.000 |
1,818.2 |
0.618 |
1,808.8 |
HIGH |
1,793.6 |
0.618 |
1,784.2 |
0.500 |
1,781.3 |
0.382 |
1,778.4 |
LOW |
1,769.0 |
0.618 |
1,753.8 |
1.000 |
1,744.4 |
1.618 |
1,729.2 |
2.618 |
1,704.6 |
4.250 |
1,664.5 |
|
|
Fisher Pivots for day following 22-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,781.6 |
1,776.7 |
PP |
1,781.4 |
1,771.6 |
S1 |
1,781.3 |
1,766.6 |
|